This paper presents an energy management strategy to operate a hybrid power system with renewable sources (wind and solar), batteries, and polymeric electrolyte membrane fuel cells. The fuel cells are fed with hydrogen from bioethanol reforming. The energy management strategy uses the concept of...

This paper is concerned with the study of Bayesian inference procedures to commonly used time series models. In particular, the dynamic or state-space models, the time-varying vector autoregressive model and the structural vector autoregressive model are considered in detail. Inference...

This paper offers a new method for estimation and forecasting of the linear and nonlinear time series when the stationarity assumption is violated. Our general local parametric approach particularly applies to general varying-coefficient parametric models, such as AR or GARCH, whose coefficients...